Side-by-side comparison

Compare investment strategies

Basic Tech Growth with Long/Short Treasury Ballast vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodities, defensive tilt, leveraged etfs, long/short bonds, momentum and trend, risk-on/risk-off, tactical asset allocation, tech tilt, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.15

—

Beta vs SPY, out-of-sample (out-of-sample)

0.28

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

22.94

—

Annualized turnover, out-of-sample period (out-of-sample)

20.71

—

Daily win rate, backtest period (backtest)

57.03%

—

Daily win rate, out-of-sample period (out-of-sample)

56.98%

—

Backtest

Backtest final value (from $10,000)

$776k

—

Backtest regulatory fees

$1,698

—

Backtest slippage cost

$14k

—

Returns

Backtest length

3,796

—

Out-of-sample length

616

—

Return, backtest period (annualized) (backtest)

33.49%

—

Return, backtest period (cumulative) (backtest)

7662%

—

Return, out-of-sample period (annualized) (out-of-sample)

22.28%

261.52%

Return, out-of-sample period (cumulative) (out-of-sample)

62.85%

6.85%

Return, trailing 1 day (out-of-sample)

3.58%

—

Return, trailing 1 month (out-of-sample)

3.10%

1.95%

Return, trailing 1 week (out-of-sample)

-0.07%

—

Return, trailing 1 year (backtest)

12.82%

—

Return, trailing 1 year (out-of-sample)

13.96%

0.00%

Return, trailing 2 weeks (out-of-sample)

0.24%

—

Return, trailing 3 months (out-of-sample)

5.69%

6.14%

SPY annualized return over the backtest window (backtest)

15.26%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.11

—

Calmar ratio, out-of-sample period (out-of-sample)

2.07

376.45

Maximum drawdown, backtest period (backtest)

-10.76%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-10.76%

-0.69%

Sharpe ratio, backtest period (backtest)

2.38

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.51

7.79

Sortino ratio, backtest period (backtest)

4.39

—

Sortino ratio, out-of-sample period (out-of-sample)

2.56

—

Standard deviation, backtest period (backtest)

12.49%

—

Standard deviation, out-of-sample period (out-of-sample)

14.02%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.32

—

Construction

Logic complexity (node count)

144

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources